Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.266117 0.288811 0.313228 0.341570 0.373710 0.409197 0.451584
2025-04-13 0.228942 0.256769 0.288176 0.326570 0.372681 0.426857 0.496199
2025-04-20 0.209426 0.241124 0.278310 0.325770 0.385644 0.459968 0.561352
2025-04-27 0.193983 0.228222 0.269701 0.324620 0.396953 0.491300 0.627868
2025-05-04 0.181253 0.217198 0.261966 0.323176 0.406964 0.521347 0.696529
2025-05-11 0.171622 0.209082 0.256921 0.324303 0.419951 0.556398 0.777462
2025-05-18 0.159443 0.196673 0.245131 0.314959 0.416940 0.567633 0.823351
2025-05-25 0.148222 0.184730 0.233010 0.303939 0.410089 0.571842 0.857956
2025-06-01 0.142135 0.179227 0.229174 0.304203 0.419740 0.602362 0.942167
2025-06-08 0.139286 0.177882 0.230892 0.312513 0.442308 0.656302 1.079153
2025-06-15 0.134895 0.174080 0.228787 0.314777 0.455311 0.695646 1.196819
2025-06-22 0.130035 0.169316 0.224933 0.313942 0.462964 0.726348 1.303657
2025-06-29 0.125005 0.164183 0.220419 0.312022 0.469120 0.756200 1.418998
2025-07-06 0.118217 0.156168 0.211144 0.301773 0.459772 0.755262 1.463119
2025-07-13 0.114863 0.153016 0.209032 0.303009 0.470895 0.796041 1.620759
2025-07-20 0.111523 0.149710 0.206469 0.303254 0.480159 0.834402 1.784942
2025-07-27 0.108260 0.146359 0.203631 0.302783 0.487965 0.870843 1.956998
2025-08-03 0.105682 0.143917 0.202074 0.304364 0.499818 0.918106 2.180412
2025-08-10 0.101173 0.138332 0.195222 0.296172 0.491563 0.918035 2.252618
2025-08-17 0.096580 0.132458 0.187662 0.286288 0.479089 0.906431 2.282872
2025-08-24 0.094374 0.130207 0.185880 0.286674 0.487620 0.946909 2.516120
2025-08-31 0.093755 0.130395 0.188072 0.294404 0.512204 1.031987 2.967795
2025-09-07 0.092088 0.128852 0.187299 0.296548 0.525048 1.089234 3.344684